HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 760 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 24.2 | -4.15 | - | 128 | -16 | 301 | |||||||||
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| 14 Sept | 779.65 | 24.8 | 2.9 | 15.86 | 202 | -33 | 372 | |||||||||
| 17 Aug | 788.75 | 33 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is -
Historical price for 760 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 24.2, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 301
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 24.8, which was 2.9 higher than the previous day. The implied volatity was 15.86, the open interest changed by -33 which decreased total open position to 372
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 30SEP2025 760 PE | |||||||
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Delta: -0.17
Vega: 0.34
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 2.65 | -0.5 | 21.51 | 792 | 16 | 796 |
| 14 Sept | 779.65 | 5.4 | -1.55 | 19.91 | 805 | -50 | 756 |
| 17 Aug | 788.75 | 9.05 | -0.95 | 21.07 | 5 | 3 | 14 |
For Hdfc Life Ins Co Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.17
Historical price for 760 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 2.65, which was -0.5 lower than the previous day. The implied volatity was 21.51, the open interest changed by 16 which increased total open position to 796
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 5.4, which was -1.55 lower than the previous day. The implied volatity was 19.91, the open interest changed by -50 which decreased total open position to 756
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 9.05, which was -0.95 lower than the previous day. The implied volatity was 21.07, the open interest changed by 3 which increased total open position to 14
